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DGRG.L vs. GGRG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGRG.L and GGRG.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

DGRG.L vs. GGRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
5.31%
3.12%
DGRG.L
GGRG.L

Key characteristics

Sharpe Ratio

DGRG.L:

1.57

GGRG.L:

1.35

Sortino Ratio

DGRG.L:

2.37

GGRG.L:

1.99

Omega Ratio

DGRG.L:

1.29

GGRG.L:

1.25

Calmar Ratio

DGRG.L:

3.78

GGRG.L:

2.72

Martin Ratio

DGRG.L:

10.30

GGRG.L:

8.35

Ulcer Index

DGRG.L:

1.61%

GGRG.L:

1.41%

Daily Std Dev

DGRG.L:

10.61%

GGRG.L:

8.72%

Max Drawdown

DGRG.L:

-22.57%

GGRG.L:

-22.15%

Current Drawdown

DGRG.L:

-1.92%

GGRG.L:

-0.70%

Returns By Period

In the year-to-date period, DGRG.L achieves a 2.94% return, which is significantly lower than GGRG.L's 4.72% return.


DGRG.L

YTD

2.94%

1M

-1.09%

6M

8.81%

1Y

18.41%

5Y*

13.80%

10Y*

N/A

GGRG.L

YTD

4.72%

1M

1.11%

6M

6.55%

1Y

12.80%

5Y*

10.41%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DGRG.L vs. GGRG.L - Expense Ratio Comparison

DGRG.L has a 0.33% expense ratio, which is lower than GGRG.L's 0.38% expense ratio.


GGRG.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
Expense ratio chart for GGRG.L: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for DGRG.L: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

DGRG.L vs. GGRG.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGRG.L
The Risk-Adjusted Performance Rank of DGRG.L is 7474
Overall Rank
The Sharpe Ratio Rank of DGRG.L is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of DGRG.L is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DGRG.L is 6767
Omega Ratio Rank
The Calmar Ratio Rank of DGRG.L is 9090
Calmar Ratio Rank
The Martin Ratio Rank of DGRG.L is 7676
Martin Ratio Rank

GGRG.L
The Risk-Adjusted Performance Rank of GGRG.L is 6363
Overall Rank
The Sharpe Ratio Rank of GGRG.L is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of GGRG.L is 5757
Sortino Ratio Rank
The Omega Ratio Rank of GGRG.L is 5555
Omega Ratio Rank
The Calmar Ratio Rank of GGRG.L is 7777
Calmar Ratio Rank
The Martin Ratio Rank of GGRG.L is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DGRG.L vs. GGRG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for DGRG.L, currently valued at 1.58, compared to the broader market0.002.004.001.581.20
The chart of Sortino ratio for DGRG.L, currently valued at 2.29, compared to the broader market0.005.0010.002.291.73
The chart of Omega ratio for DGRG.L, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.21
The chart of Calmar ratio for DGRG.L, currently valued at 2.83, compared to the broader market0.005.0010.0015.002.831.92
The chart of Martin ratio for DGRG.L, currently valued at 7.40, compared to the broader market0.0020.0040.0060.0080.00100.007.404.96
DGRG.L
GGRG.L

The current DGRG.L Sharpe Ratio is 1.57, which is comparable to the GGRG.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of DGRG.L and GGRG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.58
1.20
DGRG.L
GGRG.L

Dividends

DGRG.L vs. GGRG.L - Dividend Comparison

Neither DGRG.L nor GGRG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DGRG.L vs. GGRG.L - Drawdown Comparison

The maximum DGRG.L drawdown since its inception was -22.57%, roughly equal to the maximum GGRG.L drawdown of -22.15%. Use the drawdown chart below to compare losses from any high point for DGRG.L and GGRG.L. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.88%
0
DGRG.L
GGRG.L

Volatility

DGRG.L vs. GGRG.L - Volatility Comparison

WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (DGRG.L) has a higher volatility of 2.89% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) at 2.54%. This indicates that DGRG.L's price experiences larger fluctuations and is considered to be riskier than GGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%SeptemberOctoberNovemberDecember2025February
2.89%
2.54%
DGRG.L
GGRG.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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